Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49327.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45266.4 Kr¶

PnL: ---------------------------------------> 210.4 Kr¶

DD now: ---------------------------------> -7.139 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:29:03.871736'

Anic Portfolio¶

This Week¶

Return: 0.082 %¶

Total portfolio value¶

Return including deposits: 61.538 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.390000 1661.220000 192.220000 13.090000 1468.999998
Orrön Energy 180 -0.290000 2196.000000 153.000000 7.490000 2043.000000
Sedana Medical 93 -0.840000 2639.340000 118.340000 4.690000 2521.000011
Atrium Ljungberg B 5 0.000000 995.000000 60.000000 6.420000 935.000000
Platzer Fastigheter Holding B 12 -0.710000 1012.800000 51.800000 5.390000 960.999996
Sagax B 4 -0.580000 892.000000 38.000000 4.450000 854.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
JM 6 -0.270000 900.000000 36.000000 4.170000 864.000000
Catena 2 -1.340000 827.600000 35.600000 4.490000 792.000000
Hexatronic Group 12 -0.570000 996.000000 29.000000 3.000000 966.999996
Sagax A 4 -1.790000 880.000000 26.000000 3.040000 854.000000
Bilia A 8 -0.170000 914.400000 14.400000 1.600000 900.000000
HEXPOL B 9 0.530000 1033.200000 12.200000 1.190000 1020.999996
Gränges 9 -0.380000 938.700000 10.700000 1.150000 927.999999
Biotage 7 -0.800000 949.900000 8.900000 0.950000 940.999997
Byggmax Group 33 -0.950000 964.260000 8.260000 0.860000 956.000001
Clas Ohlson B 12 -0.730000 976.800000 3.800000 0.390000 972.999996
AcadeMedia 8 -0.300000 405.200000 3.200000 0.800000 402.000000
ASSA ABLOY B 3 0.080000 780.300000 1.300000 0.170000 779.000001
OX2 13 -0.610000 949.000000 -1.000000 -0.110000 949.999999
BioGaia B 8 -2.440000 927.200000 -2.800000 -0.300000 930.000000
EQT 4 -1.720000 822.000000 -10.000000 -1.200000 832.000000
VEF 909 -3.620000 1839.820000 -10.180000 -0.550000 1850.000436
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
Nordic Waterproofing Holding 7 -0.590000 947.800000 -19.200000 -1.990000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 0.050000 918.750000 -21.250000 -2.260000 940.000000
Addnode Group B 11 -1.400000 889.350000 -31.650000 -3.440000 921.000003
Indutrade 5 -0.630000 1182.500000 -35.500000 -2.910000 1218.000000
Latour B 4 -0.440000 812.400000 -44.600000 -5.200000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
Hexagon B 26 -1.290000 3389.100000 -71.900000 -2.080000 3461.000010
INVISIO 16 -0.880000 3584.000000 -105.000000 -2.850000 3689.000000
BHG Group 97 -2.110000 1352.180000 -106.820000 -7.320000 1458.999989
TOTAL 45281.970000 225.970000 -7.10997% 45056.000411

Updated:¶

'2023-07-05 09:27:07.493777'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶